Add option to use a session object

[András Veres-Szentkirályi]

The Session object allows you to persist certain parameters across requests. It also persists cookies across all requests made from the Session instance, and will use urllib3’s connection pooling. So if you’re making several requests to the same host, the underlying TCP connection will be reused, which can result in a significant performance increase (see HTTP persistent connection).

This could be useful for

• proxying all requests through Burp again for some reason
• altering/disabling TLS certificate verification
• using the cookie persistence for actual session management

However this should not be the default as the current implementation isolates all requests, so this would break compatibility. Maybe a second menu item or a submenu?